Nintendo never made a religion name, at least didn't release one for the Legend of Zelda Game series, but there are several things throughout the games that suggest a Trinity, Christianity? No. I don't think that its Christianity. this is based off the fact that the creators are from Japan and the gods have different names than those of the christian faith. The people of Hyrule are trinitarian which is the belief of three gods which isn't a faith but a classification of faiths. The religion doesn't have a drastic role in the game so its not a big deal, So...the religion is what ever you want.